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We study generalization properties of random features (RF) regression in high dimensions optimized by stochastic gradient descent (SGD) in under-/over-parameterized regime. In this work, we derive precise non-asymptotic error bounds of RF…

Machine Learning · Statistics 2022-10-18 Fanghui Liu , Johan A. K. Suykens , Volkan Cevher

We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system.…

Machine Learning · Computer Science 2019-02-12 Moritz Hardt , Tengyu Ma , Benjamin Recht

Structured non-convex learning problems, for which critical points have favorable statistical properties, arise frequently in statistical machine learning. Algorithmic convergence and statistical estimation rates are well-understood for…

Machine Learning · Statistics 2020-07-31 Lu Yu , Krishnakumar Balasubramanian , Stanislav Volgushev , Murat A. Erdogdu

Natural gradient descent is a principled method for adapting the parameters of a statistical model on-line using an underlying Riemannian parameter space to redefine the direction of steepest descent. The algorithm is examined via methods…

Disordered Systems and Neural Networks · Physics 2009-10-31 Magnus Rattray , David Saad

Understanding how deep neural networks learn remains a fundamental challenge in modern machine learning. A growing body of evidence suggests that training dynamics undergo a distinct phase transition, yet our understanding of this…

Machine Learning · Computer Science 2025-05-21 Zhanpeng Zhou , Yongyi Yang , Mahito Sugiyama , Junchi Yan

Predictive geometric models deliver excellent results for many Machine Learning use cases. Despite their undoubted performance, neural predictive algorithms can show unexpected degrees of instability and variance, particularly when applied…

Machine Learning · Computer Science 2018-07-20 Michaela Regneri , Malte Hoffmann , Jurij Kost , Niklas Pietsch , Timo Schulz , Sabine Stamm

In modern deep learning, weight decay is often credited with "stabilizing" training dynamics, diverging from its classical role as a static regularization penalty. We investigate a fundamental question: *does weight decay stabilize training…

Machine Learning · Computer Science 2026-05-19 Marius Saether , Amir Kolic , Tomaso Poggio , Pierfrancesco Beneventano

Consistency models have recently been introduced to accelerate sampling from diffusion models by directly predicting the solution (i.e., data) of the probability flow ODE (PF ODE) from initial noise. However, the training of consistency…

Machine Learning · Computer Science 2025-01-24 Sangyun Lee , Yilun Xu , Tomas Geffner , Giulia Fanti , Karsten Kreis , Arash Vahdat , Weili Nie

This paper presents a discrete-time passivity-based analysis of the gradient descent method for a class of functions with sector-bounded gradients. Using a loop transformation, it is shown that the gradient descent method can be interpreted…

Optimization and Control · Mathematics 2024-11-26 Sepehr Moalemi , James Richard Forbes

Algorithmic stability is among the most potent techniques in generalization analysis. However, its derivation usually requires a stepsize $\eta_t = \mathcal{O}(1/t)$ under non-convex training regimes, where $t$ denotes iterations. This…

Machine Learning · Computer Science 2026-02-27 Wenquan Ma , Yang Sui , Jiaye Teng , Bohan Wang , Jing Xu , Jingqin Yang

Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…

Optimization and Control · Mathematics 2025-11-11 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

We study Stochastic Gradient Descent with AdaGrad stepsizes: a popular adaptive (self-tuning) method for first-order stochastic optimization. Despite being well studied, existing analyses of this method suffer from various shortcomings:…

Machine Learning · Computer Science 2023-06-13 Amit Attia , Tomer Koren

High-dimensional chaotic dynamics can emerge in a large random recurrent neural network when the synaptic gain crosses a threshold. Recent works showed that the kinetic energy of neural activity links the chaotic dynamics and the supporting…

Statistical Mechanics · Physics 2026-02-17 Li-Ru Zhang , Haiping Huang

In large-scale learning algorithms, the momentum term is usually included in the stochastic sub-gradient method to improve the learning speed because it can navigate ravines efficiently to reach a local minimum. However, step-size and…

Machine Learning · Computer Science 2024-08-07 Wen-Liang Hwang

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Machine Learning · Computer Science 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian

The full family of discrete logistic maps has been widely studied both as a canonical example of the period-doubling route to chaos, and as a model of natural processes. In this paper we present a study of the stochastic process described…

Dynamical Systems · Mathematics 2025-09-09 Kimberly Ayers , Ami Radunskaya

Recurrent neural networks have been extensively studied in the context of neuroscience and machine learning due to their ability to implement complex computations. While substantial progress in designing effective learning algorithms has…

Neurons and Cognition · Quantitative Biology 2019-01-21 Francesca Mastrogiuseppe , Srdjan Ostojic

Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Signal Processing · Electrical Eng. & Systems 2020-07-10 Zhan Gao , Alec Koppel , Alejandro Ribeiro

Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often…

Machine Learning · Computer Science 2020-06-09 Cong Ma , Kaizheng Wang , Yuejie Chi , Yuxin Chen

We derive the system of differential equations for the gradient flow characterizing the training process of linear in-context learning in full generality. Next, we explore the geometric structure of the gradient flows in two instances,…

Dynamical Systems · Mathematics 2024-12-24 Songtao Lu , Yingdong Lu , Tomasz Nowicki